+379.1%
TPR vs P
+713.7%
-334.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.9% |
| 7D | +14.2% | -23.8% | +38.0% | +20.8% |
| 30D | +17.1% | -36.6% | +53.7% | +29.0% |
| 3M | -17.7% | +10.9% | -28.6% | -23.2% |
| 6M | -10.2% | +30.0% | -40.2% | -22.0% |
| YTD | +4.9% | +44.4% | -39.5% | -13.1% |
| 1Y | +36.1% | +3.9% | +32.2% | +21.4% |
| 3Y | +416.5% | +176.6% | +239.9% | +205.3% |
| 5Y | +254.8% | +249.3% | +5.5% | +84.9% |
| All | +379.1% | +713.7% | -334.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling